+683.1%
CTAS vs MKSI
+524.1%
+159.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +1.1% |
| 7D | +0.5% | +2.7% | -2.2% | -0.1% |
| 30D | -0.7% | -12.8% | +12.1% | +1.9% |
| 3M | +11.1% | -22.5% | +33.6% | +14.2% |
| 6M | +2.1% | +19.4% | -17.3% | -6.8% |
| YTD | +8.0% | +67.7% | -59.8% | -10.7% |
| 1Y | -0.5% | +131.4% | -131.9% | -25.6% |
| 3Y | +66.2% | +197.3% | -131.1% | +5.8% |
| 5Y | +109.2% | +87.0% | +22.2% | +47.3% |
| All | +683.1% | +524.1% | +159.0% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling